-57.2%
PINS vs CMS
+36.2%
-93.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.8% |
| 7D | -0.7% | +1.7% | -2.3% | -0.5% |
| 30D | -1.2% | +8.6% | -9.8% | -0.4% |
| 3M | -15.3% | -0.5% | -14.8% | -15.3% |
| 6M | -11.2% | -4.2% | -7.0% | -11.4% |
| YTD | -23.6% | +3.4% | -27.0% | -23.6% |
| 1Y | -23.1% | +0.4% | -23.6% | -23.3% |
| 3Y | -36.0% | +38.2% | -74.3% | -37.3% |
| 5Y | -57.2% | +35.4% | -92.6% | -57.5% |
| All | -57.2% | +36.2% | -93.4% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling